+89.9%
SLV vs CDW
-4.0%
+93.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -5.8% | +9.3% | -15.2% | -6.3% |
| 30D | -12.1% | +14.4% | -26.5% | -12.7% |
| 3M | -24.1% | +21.4% | -45.5% | -24.8% |
| 6M | -44.4% | +72.8% | -117.2% | -45.6% |
| YTD | -31.5% | +28.0% | -59.5% | -32.3% |
| 1Y | -6.9% | +19.3% | -26.3% | -7.2% |
| 3Y | +116.0% | -15.3% | +131.3% | +121.0% |
| All | +89.9% | -4.0% | +93.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling